Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
Minimum.profit.take and Profit.Take.Extension.Factor..PTEF..

BEST PARAMETERS
Minimum.profit.take = 0.1
Profit.Take.Extension.Factor..PTEF.. = 0.1
Profit account= 69 (per day adjusted to desire% DD )
Activity = 6.18 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for Minimum.profit.take = 0.1 and Profit.Take.Extension.Factor..PTEF.. = 0.1

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount
65 76186.34 850.56 20686.66 5 562 385 -69.0 0.1 0.1 GBPJPY 68.95553 14.5020994 4350.6298 11048.619 12.989817 0.6607412 No
145 93453.10 861.74 35726.66 7 447 303 -119.1 0.1 0.1 USDJPY 119.08887 8.3970906 2519.1272 7847.341 9.106391 0.5187179 No
33 52886.87 849.65 20770.22 5 482 336 -69.2 0.1 0.1 EURJPY 69.23407 14.4437565 4333.1269 7638.851 8.990585 0.5672924 No
17 19715.13 799.34 9103.34 6 182 131 -30.3 0.1 0.1 EURGBP 30.34447 32.9549374 9886.4812 6497.109 8.128092 0.2276878 No
97 116910.66 858.50 52651.01 6 651 478 -175.5 0.1 0.1 NZDUSD 175.50337 5.6978964 1709.3689 6661.448 7.759404 0.7582994 No
161 149496.26 862.39 80425.65 5 922 670 -268.1 0.1 0.1 XAUUSD 268.08550 3.7301533 1119.0460 5576.440 6.466262 1.0691219 No
1 71185.36 858.11 42111.85 6 615 469 -140.4 0.1 0.1 AUDUSD 140.37283 7.1238856 2137.1657 5071.164 5.909689 0.7166913 No
129 51377.03 861.25 31415.29 6 369 257 -104.7 0.1 0.1 USDCHF 104.71763 9.5494901 2864.8470 4906.244 5.696655 0.4284470 No
49 304167.29 858.32 680306.03 8 365 247 -2267.7 0.1 0.1 EURUSD 2267.68677 0.4409780 132.2934 1341.311 1.562717 0.4252493 Yes
81 125133.40 848.94 321912.88 7 456 331 -1073.0 0.1 0.1 GBPUSD 1073.04293 0.9319292 279.5787 1166.155 1.373660 0.5371404 Yes
113 109429.08 843.86 292950.47 8 275 196 -976.5 0.1 0.1 USDCAD 976.50157 1.0240639 307.2192 1120.624 1.327973 0.3258834 Yes

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBBPPO
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 Dilute.retake.by.this.fraction 1
10 Percent.price.extention.to.re.enter 10
11 BB.Length.Bollinger.bands.to.Enter 45
12 BB.Number.of.SDs.to.Enter 2.5
13 Reversal.Direction.FastBLAI True
14 BLAI.Timeframe 1 hour
15 BLAI.length 12
16 Reversal.Direction.SlowBLAI False
17 BLAISlow.Timeframe 1 hour
18 BLAISlow.length 12
19 Reversal.Positioning.PPO True
20 PPOthreshold -0.6
21 PPO.Entry.Timeframe 15 minutes
22 PPO.Entry.type.of.fast.moving.average Jurik
23 PPO.Entry.Fast.Length 4
24 PPO.Entry.type.of.slow.moving.average SMA
25 PPO.Entry.Slow.Length 300
26 BB.Exit.length 25
27 BB.Exit.number.of.SDs 1